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均值方差方法是进行风险测度的传统方法,特别是在保险精算领域有着广泛的应用。把该方法引入到对再保险优化的研究中是一种很好的结合。因为再保险业务的分入、分出实际上是风险在原保险人和再保险人之间进行交换与
Mean variance method is the traditional method of risk measurement, especially in the field of actuarial insurance has a wide range of applications. Introducing this method into the study of reinsurance optimization is a good combination. Because of the diversification of reinsurance business, the separation is actually a risk exchange between the original insurer and the reinsurer